NYMEX miNY Light Sweet Crude Oil Future December 2007
| Trading Metrics calculated at close of trading on 21-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2007 |
21-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
70.150 |
69.950 |
-0.200 |
-0.3% |
71.200 |
| High |
70.150 |
70.550 |
0.400 |
0.6% |
73.000 |
| Low |
69.250 |
69.200 |
-0.050 |
-0.1% |
69.250 |
| Close |
70.270 |
69.010 |
-1.260 |
-1.8% |
70.980 |
| Range |
0.900 |
1.350 |
0.450 |
50.0% |
3.750 |
| ATR |
1.196 |
1.207 |
0.011 |
0.9% |
0.000 |
| Volume |
8 |
5 |
-3 |
-37.5% |
107 |
|
| Daily Pivots for day following 21-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.637 |
72.673 |
69.753 |
|
| R3 |
72.287 |
71.323 |
69.381 |
|
| R2 |
70.937 |
70.937 |
69.258 |
|
| R1 |
69.973 |
69.973 |
69.134 |
69.780 |
| PP |
69.587 |
69.587 |
69.587 |
69.490 |
| S1 |
68.623 |
68.623 |
68.886 |
68.430 |
| S2 |
68.237 |
68.237 |
68.763 |
|
| S3 |
66.887 |
67.273 |
68.639 |
|
| S4 |
65.537 |
65.923 |
68.268 |
|
|
| Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.327 |
80.403 |
73.043 |
|
| R3 |
78.577 |
76.653 |
72.011 |
|
| R2 |
74.827 |
74.827 |
71.668 |
|
| R1 |
72.903 |
72.903 |
71.324 |
71.990 |
| PP |
71.077 |
71.077 |
71.077 |
70.620 |
| S1 |
69.153 |
69.153 |
70.636 |
68.240 |
| S2 |
67.327 |
67.327 |
70.293 |
|
| S3 |
63.577 |
65.403 |
69.949 |
|
| S4 |
59.827 |
61.653 |
68.918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.000 |
69.200 |
3.800 |
5.5% |
1.550 |
2.2% |
-5% |
False |
True |
14 |
| 10 |
73.000 |
69.200 |
3.800 |
5.5% |
1.070 |
1.6% |
-5% |
False |
True |
14 |
| 20 |
75.900 |
69.200 |
6.700 |
9.7% |
0.968 |
1.4% |
-3% |
False |
True |
10 |
| 40 |
75.900 |
69.200 |
6.700 |
9.7% |
0.575 |
0.8% |
-3% |
False |
True |
6 |
| 60 |
75.900 |
67.175 |
8.725 |
12.6% |
0.402 |
0.6% |
21% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.288 |
|
2.618 |
74.084 |
|
1.618 |
72.734 |
|
1.000 |
71.900 |
|
0.618 |
71.384 |
|
HIGH |
70.550 |
|
0.618 |
70.034 |
|
0.500 |
69.875 |
|
0.382 |
69.716 |
|
LOW |
69.200 |
|
0.618 |
68.366 |
|
1.000 |
67.850 |
|
1.618 |
67.016 |
|
2.618 |
65.666 |
|
4.250 |
63.463 |
|
|
| Fisher Pivots for day following 21-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
69.875 |
70.413 |
| PP |
69.587 |
69.945 |
| S1 |
69.298 |
69.478 |
|